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Student Support Forum: 'second order PDE, NDSolve' topicStudent Support Forum > General > Archives > "second order PDE, NDSolve"

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Riccardo
02/19/13 2:10pm

Please help me!!!

i'm a finance studend and i'm using mathematica for my Msc thesis. I've to solve a pretty difficult PDE numerically, It's taken from "Dynamic Nonmyopic portfolio behavior" by Kim and Omberg. Autors give a closed form solution, i plotted it and it matches (graphically) with the numerical output of NDsolve. However changing some parameters and allowing for explosive dymanics NDsolve goes mad! the 2 plots are now completely different! is it possible the NDsolve is not able to detect "strange" solution to second order PDE!? have someone ever heard about this paper!?

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